AEPGX vs. VTSAX
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class A (AEPGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
AEPGX is managed by American Funds. It was launched on Apr 16, 1984. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEPGX or VTSAX.
Key characteristics
| AEPGX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 0.76 | 2.78 |
| Sortino Ratio | 1.13 | 3.69 |
| Omega Ratio | 1.14 | 1.51 |
| Calmar Ratio | 0.37 | 4.08 |
| Martin Ratio | 3.13 | 17.76 |
| Ulcer Index | 3.10% | 1.97% |
| Daily Std Dev | 12.72% | 12.57% |
| Max Drawdown | -52.42% | -55.34% |
| Current Drawdown | -18.79% | 0.00% |
Correlation
The correlation between AEPGX and VTSAX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AEPGX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, AEPGX achieves a 6.58% return, which is significantly lower than VTSAX's 27.60% return. Over the past 10 years, AEPGX has underperformed VTSAX with an annualized return of 2.90%, while VTSAX has yielded a comparatively higher 12.83% annualized return.
AEPGX
6.58%
0.52%
-1.31%
8.77%
2.39%
2.90%
VTSAX
27.60%
6.63%
15.88%
33.23%
15.39%
12.83%
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AEPGX vs. VTSAX - Expense Ratio Comparison
AEPGX has a 0.80% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
AEPGX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AEPGX vs. VTSAX - Dividend Comparison
AEPGX's dividend yield for the trailing twelve months is around 1.62%, more than VTSAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEPGX American Funds EuroPacific Growth Fund Class A | 1.62% | 1.63% | 1.18% | 1.45% | 0.17% | 1.04% | 1.36% | 0.86% | 1.24% | 1.75% | 1.38% | 0.91% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.24% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AEPGX vs. VTSAX - Drawdown Comparison
The maximum AEPGX drawdown since its inception was -52.42%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AEPGX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
AEPGX vs. VTSAX - Volatility Comparison
The current volatility for American Funds EuroPacific Growth Fund Class A (AEPGX) is 3.49%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.19%. This indicates that AEPGX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.